+486.7%
TECK vs BLDR
+389.5%
+97.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.9% | +9.0% | +5.6% |
| 7D | +7.8% | -0.3% | +8.1% | +7.7% |
| 30D | +8.3% | -16.2% | +24.5% | +13.6% |
| 3M | +16.1% | -14.4% | +30.5% | +19.8% |
| 6M | +42.9% | -32.8% | +75.6% | +57.9% |
| YTD | +50.8% | -39.2% | +89.9% | +70.5% |
| 1Y | +106.1% | -57.7% | +163.8% | +157.2% |
| 3Y | +84.0% | -55.3% | +139.3% | +116.0% |
| 5Y | +223.5% | +15.6% | +207.9% | +173.2% |
| 10Y | +378.1% | +359.8% | +18.3% | +146.5% |
| All | +486.7% | +389.5% | +97.2% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BLDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling